ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 |
Estimates ( 1 ) | 0.7195 | -0.201 | 0.2878 | -0.8021 | 0.0414 | 0.2862 |
(p-val) | (0.0014 ) | (0.0888 ) | (0.0039 ) | (2e-04 ) | (0.6777 ) | (0.0112 ) |
Estimates ( 2 ) | 0.7178 | -0.1943 | 0.292 | -0.8073 | 0 | 0.2867 |
(p-val) | (8e-04 ) | (0.0959 ) | (0.0029 ) | (1e-04 ) | (NA ) | (0.0111 ) |
Estimates ( 3 ) | 0.6734 | 0 | 0.2026 | -0.8594 | 0 | 0.2978 |
(p-val) | (0 ) | (NA ) | (0.007 ) | (0 ) | (NA ) | (0.0086 ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
0.0783299527592338 |
-0.109256131111106 |
0.658331812930623 |
-0.91522748639323 |
-0.476822470030975 |
-1.8276769509313 |
1.65848944318008 |
0.0230498670257231 |
0.275817395226513 |
0.0197351551901512 |
0.366688823575158 |
-0.635026948786522 |
-0.551969621232372 |
-0.129617131177561 |
-0.299318410446827 |
-0.356134850705472 |
0.60250546733105 |
-0.297561425255452 |
0.632518066013607 |
-0.183619575829326 |
0.661422060677638 |
1.42033968543308 |
0.519682158925474 |
-1.51344941976757 |
0.382129806566217 |
1.24821371290728 |
0.64723654578102 |
-0.368384487346139 |
0.0126374170945345 |
-0.630363777024266 |
0.232600275300062 |
0.410764816326482 |
1.07417528941326 |
1.18423749472910 |
0.494999018162628 |
1.69618325250611 |
-0.215183301203133 |
0.207018726706492 |
-0.468565094091706 |
-0.276376701955277 |
-0.764728175221533 |
1.81144680508762 |
0.364869997859375 |
-0.465132030770385 |
0.246324477464518 |
0.0775590574482911 |
-0.185384166830721 |
0.224636857492726 |
-0.0260292633583355 |
-0.082534834662642 |
-0.0101742709258034 |
0.627568343057085 |
0.11366495155145 |
-0.0832067623252342 |
-0.590880882277397 |
-0.285330048944839 |
-1.19945936590219 |
-0.228609645103544 |
0.468356937366122 |
-0.168740378220641 |
0.260562327410412 |
-0.0546240197129318 |
-0.267039102620701 |
0.269547382171876 |
-0.359829526380247 |
-0.604719068915381 |
0.917191642732145 |
-0.0423718487355824 |
-0.166856343088986 |
-0.0293884505860713 |
-0.405943407644621 |
0.00715609454643498 |
-0.340932573568622 |
0.0972276535846526 |
-0.179539846791427 |
0.248708535122064 |
-0.512413868936539 |
-0.181651400956847 |
0.471964669018906 |
-0.659601634381243 |
1.09040953082998 |
0.685721567307605 |
-0.0478115485226154 |
0.689650359702356 |
-0.0251725258904113 |
0.265354051853718 |
0.268587923296663 |
-0.651296145050649 |
0.559063177762779 |
-0.283547348360016 |
0.675796875377599 |
-1.24756429913985 |
-1.44778223333259 |
0.972344276353482 |
-0.225863000178649 |
-0.510273123385502 |
-1.17841717215593 |
0.223012385865715 |
-0.218373068830033 |
0.275654222434724 |
-0.0930663503726094 |
0.454167967662101 |
0.946381210219101 |
0.0418528929355801 |
0.499495172615056 |
0.130467213162518 |
0.240432507279408 |
-0.334885235908501 |